+143.5%
IWM vs BURL
+232.1%
-88.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | +2.3% | -7.7% | +10.0% | +4.5% |
| 3M | -8.3% | -31.7% | +23.3% | +1.4% |
| 6M | -1.3% | -15.2% | +13.8% | +1.9% |
| YTD | +13.5% | -15.9% | +29.4% | +17.0% |
| 1Y | +18.4% | -14.2% | +32.6% | +20.5% |
| 3Y | +69.6% | +93.5% | -23.9% | +31.2% |
| 5Y | +23.3% | -9.9% | +33.2% | +14.4% |
| All | +143.5% | +232.1% | -88.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling